AIRR - First Trust RBA Amer Industrial Renaissance ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

638.1%

Best CAGR

Total Months

21.1%

Avg CAGR

AIRR Signal Pair Performance Heatmaps

CAGR by signal pairs and conditions for this ETF

Condition: pos-pos

Condition: pos-neg

Condition: neg-pos

Condition: neg-neg

Signal Pairs for AIRR

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	1	0.7	638.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.7	638.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	pos-neg	3	2.0	232.1	100.0	5.0	0.0	0.0	25.8	0.0
pair	MACD	LWTI	pos-neg	3	2.0	232.1	100.0	5.0	0.0	0.0	25.8	0.0
pair	RSI	LWTI	pos-neg	3	2.0	80.9	66.7	1.6	0.0	0.0	40.5	0.0
pair	LWTI	RSI	pos-neg	3	2.0	80.9	66.7	1.6	0.0	0.0	40.5	0.0
pair	RSI	RSmean	neg-pos	5	3.3	67.1	80.0	1.7	0.0	7.5	32.7	-8.9
pair	RSmean	RSI	neg-pos	5	3.3	67.1	80.0	1.7	0.0	7.5	32.7	-8.9
pair	RSmean	MACD	neg-pos	6	4.0	64.9	83.3	1.9	0.0	7.3	29.3	-8.9
pair	MACD	RSmean	neg-pos	6	4.0	64.9	83.3	1.9	0.0	7.3	29.3	-8.9
pair	RSIhist	SLmean	pos-neg	17	11.3	63.3	76.5	2.1	6.0	5.8	25.1	-10.8
pair	SLmean	RSIhist	pos-neg	17	11.3	63.3	76.5	2.1	6.0	5.8	25.1	-10.8
pair	SLmean	RSmean	pos-neg	2	1.3	61.0	100.0	73.3	0.0	0.0	0.7	0.0
pair	RSmean	SLmean	pos-neg	2	1.3	61.0	100.0	73.3	0.0	0.0	0.7	0.0
pair	SLmean	LWTI	pos-neg	7	4.6	55.0	71.4	1.6	6.6	7.0	30.4	-7.9
pair	LWTI	SLmean	pos-neg	7	4.6	55.0	71.4	1.6	6.6	7.0	30.4	-7.9
pair	SLmean	RSI	pos-neg	6	4.0	45.9	83.3	1.9	0.0	5.8	21.2	-7.9
pair	RSI	SLmean	pos-neg	6	4.0	45.9	83.3	1.9	0.0	5.8	21.2	-7.9
pair	RSI	MACD	pos-neg	7	4.6	44.3	85.7	1.1	0.0	2.1	39.6	-21.5
pair	MACD	RSI	pos-neg	7	4.6	44.3	85.7	1.1	0.0	2.1	39.6	-21.5
pair	LWTI	RSIhist	pos-neg	10	6.6	33.3	60.0	1.1	4.6	2.2	30.7	-15.3
pair	RSIhist	LWTI	pos-neg	10	6.6	33.3	60.0	1.1	4.6	2.2	30.7	-15.3
pair	MACDhist	RSIhist	neg-neg	42	27.8	32.8	66.7	1.2	2.7	2.4	26.1	-13.8
pair	RSIhist	MACDhist	neg-neg	42	27.8	32.8	66.7	1.2	2.7	2.4	26.1	-13.8
pair	MRmean	MACDhist	neg-neg	42	27.8	31.1	64.3	1.2	2.7	1.8	25.8	-17.2
pair	MACDhist	MRmean	neg-neg	42	27.8	31.1	64.3	1.2	2.7	1.8	25.8	-17.2
pair	MACD	MACDhist	pos-neg	40	26.5	30.7	67.5	1.1	2.4	1.4	27.7	-22.8
pair	MACDhist	MACD	pos-neg	40	26.5	30.7	67.5	1.1	2.4	1.4	27.7	-22.8
pair	MACD	MRmean	neg-pos	21	13.9	29.9	66.7	0.9	1.4	1.4	34.0	-21.5
pair	MRmean	MACD	neg-pos	21	13.9	29.9	66.7	0.9	1.4	1.4	34.0	-21.5
pair	MACD	RSIhist	pos-neg	45	29.8	28.7	68.9	1.0	1.8	1.3	29.5	-21.5
pair	RSIhist	MACD	pos-neg	45	29.8	28.7	68.9	1.0	1.8	1.3	29.5	-21.5
pair	SLmean	MACDhist	neg-neg	40	26.5	27.8	62.5	1.0	2.5	1.6	27.9	-17.2
pair	MACDhist	SLmean	neg-neg	40	26.5	27.8	62.5	1.0	2.5	1.6	27.9	-17.2
pair	RSIhist	MRmean	pos-neg	25	16.6	27.7	72.0	1.1	3.2	1.4	25.0	-20.2
pair	MRmean	RSIhist	pos-neg	25	16.6	27.7	72.0	1.1	3.2	1.4	25.0	-20.2
pair	MRmean	SLmean	neg-pos	5	3.3	26.1	60.0	1.0	2.8	3.3	26.4	-7.9
pair	SLmean	MRmean	neg-pos	5	3.3	26.1	60.0	1.0	2.8	3.3	26.4	-7.9
pair	RSI	RSIhist	pos-neg	38	25.2	26.0	65.8	1.0	2.6	1.5	27.8	-17.3
pair	RSIhist	RSI	pos-neg	38	25.2	26.0	65.8	1.0	2.6	1.5	27.8	-17.3
pair	MRmean	LWTI	pos-neg	5	3.3	26.0	60.0	0.8	3.8	5.3	35.0	-4.9
pair	LWTI	MRmean	pos-neg	5	3.3	26.0	60.0	0.8	3.8	5.3	35.0	-4.9
pair	LWTI	RSIhist	neg-pos	58	38.4	25.2	67.2	1.0	1.7	1.2	27.4	-21.5
pair	RSIhist	LWTI	neg-pos	58	38.4	25.2	67.2	1.0	1.7	1.2	27.4	-21.5
pair	RSI	MACDhist	neg-neg	34	22.5	25.0	64.7	1.1	2.7	1.4	22.4	-17.5
pair	MACDhist	RSI	neg-neg	34	22.5	25.0	64.7	1.1	2.7	1.4	22.4	-17.5
pair	RSmean	RSIhist	pos-neg	48	31.8	24.8	68.8	0.9	1.6	1.2	27.8	-21.5
pair	RSIhist	RSmean	pos-neg	48	31.8	24.8	68.8	0.9	1.6	1.2	27.8	-21.5
pair	RSI	RSmean	pos-neg	21	13.9	24.3	66.7	0.9	1.2	1.1	29.3	-21.5
pair	RSmean	RSI	pos-neg	21	13.9	24.3	66.7	0.9	1.2	1.1	29.3	-21.5
pair	LWTI	RSmean	pos-neg	14	9.3	23.6	57.1	0.9	3.8	1.2	29.4	-20.4
pair	RSmean	LWTI	pos-neg	14	9.3	23.6	57.1	0.9	3.8	1.2	29.4	-20.4
single	RSIhist	RSIhist	neg-neg	62	41.1	23.6	66.1	0.9	1.6	1.1	27.3	-21.5
single	LWTI	LWTI	neg-neg	14	9.3	23.6	57.1	0.9	3.8	1.2	29.4	-20.4
pair	RSI	MRmean	neg-pos	14	9.3	23.2	57.1	0.8	2.0	1.4	32.3	-17.3
pair	MRmean	RSI	neg-pos	14	9.3	23.2	57.1	0.8	2.0	1.4	32.3	-17.3
pair	LWTI	MRmean	neg-neg	9	6.0	22.3	55.6	0.8	3.2	1.6	28.2	-13.5
pair	MRmean	LWTI	neg-neg	9	6.0	22.3	55.6	0.8	3.2	1.6	28.2	-13.5
pair	SLmean	MACDhist	pos-pos	63	41.7	21.3	65.1	1.0	1.9	1.2	22.5	-17.2
pair	MACDhist	SLmean	pos-pos	63	41.7	21.3	65.1	1.0	1.9	1.2	22.5	-17.2
pair	MACDhist	LWTI	neg-pos	61	40.4	21.2	65.6	0.9	1.8	0.9	24.8	-22.8
pair	LWTI	MACDhist	neg-pos	61	40.4	21.2	65.6	0.9	1.8	0.9	24.8	-22.8
pair	MRmean	RSIhist	neg-neg	37	24.5	20.9	62.2	0.8	1.3	1.0	29.1	-21.5
pair	RSIhist	MRmean	neg-neg	37	24.5	20.9	62.2	0.8	1.3	1.0	29.1	-21.5
pair	RSmean	MACDhist	pos-neg	55	36.4	20.0	63.6	0.8	1.9	0.8	25.2	-25.5
pair	MACDhist	RSmean	pos-neg	55	36.4	20.0	63.6	0.8	1.9	0.8	25.2	-25.5
pair	RSIhist	RSI	neg-neg	24	15.9	19.8	66.7	0.8	1.0	0.9	27.1	-21.5
pair	RSI	RSIhist	neg-neg	24	15.9	19.8	66.7	0.8	1.0	0.9	27.1	-21.5
pair	MRmean	RSmean	neg-neg	16	10.6	19.5	62.5	0.8	1.9	1.4	24.8	-13.9
pair	RSmean	MRmean	neg-neg	16	10.6	19.5	62.5	0.8	1.9	1.4	24.8	-13.9
pair	RSmean	RSIhist	neg-neg	14	9.3	19.4	57.1	0.8	1.9	2.2	26.5	-8.9
pair	RSIhist	RSmean	neg-neg	14	9.3	19.4	57.1	0.8	1.9	2.2	26.5	-8.9
single	MRmean	MRmean	neg-neg	46	30.5	19.0	60.9	0.8	1.3	0.9	28.1	-21.5
single	MACDhist	MACDhist	neg-neg	74	49.0	18.7	63.5	0.8	1.8	0.8	24.8	-22.8
pair	MRmean	RSmean	neg-pos	30	19.9	18.7	60.0	0.7	1.2	0.9	30.2	-21.5
pair	RSmean	MRmean	neg-pos	30	19.9	18.7	60.0	0.7	1.2	0.9	30.2	-21.5
pair	MRmean	LWTI	neg-pos	37	24.5	18.2	62.2	0.7	1.1	0.8	28.5	-21.5
pair	LWTI	MRmean	neg-pos	37	24.5	18.2	62.2	0.7	1.1	0.8	28.5	-21.5
pair	SLmean	MRmean	neg-neg	41	27.2	18.1	61.0	0.7	1.2	0.8	28.6	-21.5
pair	MRmean	SLmean	neg-neg	41	27.2	18.1	61.0	0.7	1.2	0.8	28.6	-21.5
pair	SLmean	MACD	pos-pos	86	57.0	17.2	64.0	0.8	1.6	0.8	22.4	-22.8
pair	MACD	SLmean	pos-pos	86	57.0	17.2	64.0	0.8	1.6	0.8	22.4	-22.8
pair	MRmean	RSI	neg-neg	32	21.2	17.1	62.5	0.7	1.0	0.8	26.6	-21.5
pair	RSI	MRmean	neg-neg	32	21.2	17.1	62.5	0.7	1.0	0.8	26.6	-21.5
single	SLmean	SLmean	pos-pos	97	64.2	16.8	64.9	0.8	1.6	0.7	21.9	-22.8
pair	SLmean	MRmean	pos-pos	92	60.9	16.3	65.2	0.8	1.5	0.7	21.8	-24.3
single	MACD	MACD	pos-pos	117	77.5	16.3	64.1	0.7	1.3	0.5	25.2	-31.1
pair	MRmean	SLmean	pos-pos	92	60.9	16.3	65.2	0.8	1.5	0.7	21.8	-24.3
pair	RSmean	SLmean	pos-pos	95	62.9	16.0	64.2	0.8	1.6	0.7	22.1	-23.8
pair	SLmean	RSmean	pos-pos	95	62.9	16.0	64.2	0.8	1.6	0.7	22.1	-23.8
pair	RSI	LWTI	neg-pos	24	15.9	15.7	66.7	0.7	0.8	0.7	26.1	-21.5
pair	LWTI	RSI	neg-pos	24	15.9	15.7	66.7	0.7	0.8	0.7	26.1	-21.5
pair	MRmean	MACDhist	pos-pos	73	48.3	15.3	64.4	0.8	1.5	0.8	22.1	-18.8
pair	MACDhist	MRmean	pos-pos	73	48.3	15.3	64.4	0.8	1.5	0.8	22.1	-18.8
pair	RSmean	MACDhist	neg-neg	19	12.6	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
single	RSmean	RSmean	neg-neg	19	12.6	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	RSmean	LWTI	neg-pos	19	12.6	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	LWTI	RSmean	neg-pos	19	12.6	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	MACDhist	RSmean	neg-neg	19	12.6	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	RSI	SLmean	pos-pos	91	60.3	15.1	63.7	0.8	1.5	0.5	22.0	-27.9
pair	SLmean	RSI	pos-pos	91	60.3	15.1	63.7	0.8	1.5	0.5	22.0	-27.9
pair	MACD	RSI	pos-pos	110	72.8	14.8	62.7	0.7	1.4	0.4	24.2	-37.3
pair	RSI	MACD	pos-pos	110	72.8	14.8	62.7	0.7	1.4	0.4	24.2	-37.3
single	RSI	RSI	neg-neg	35	23.2	14.3	62.9	0.7	0.9	0.7	26.1	-21.5
pair	SLmean	LWTI	pos-pos	90	59.6	14.3	64.4	0.7	1.4	0.6	21.1	-22.8
pair	LWTI	SLmean	pos-pos	90	59.6	14.3	64.4	0.7	1.4	0.6	21.1	-22.8
pair	MACD	RSmean	pos-pos	111	73.5	14.2	63.1	0.7	1.1	0.4	25.0	-38.1
pair	RSmean	MACD	pos-pos	111	73.5	14.2	63.1	0.7	1.1	0.4	25.0	-38.1
pair	MACDhist	RSI	pos-pos	76	50.3	13.9	63.2	0.7	1.4	0.6	22.1	-22.5
pair	RSI	MACDhist	pos-pos	76	50.3	13.9	63.2	0.7	1.4	0.6	22.1	-22.5
pair	SLmean	MACD	neg-pos	31	20.5	13.9	64.5	0.6	1.0	0.5	32.2	-28.5
pair	MACD	SLmean	neg-pos	31	20.5	13.9	64.5	0.6	1.0	0.5	32.2	-28.5
pair	benchmark___benchmark_		benchmark-benchmark	151	100.0	13.9	62.9	0.7	1.2	0.5	24.2	-31.1
pair		benchmark___benchmark_	benchmark-benchmark	151	100.0	13.9	62.9	0.7	1.2	0.5	24.2	-31.1
single	RSI	RSI	pos-pos	116	76.8	13.8	62.9	0.7	1.4	0.3	23.8	-39.6
single	RSmean	RSmean	pos-pos	132	87.4	13.8	62.9	0.7	1.2	0.4	24.3	-38.1
pair	RSI	MACDhist	pos-neg	40	26.5	13.7	62.5	0.6	1.3	0.3	26.9	-40.1
pair	MACDhist	RSI	pos-neg	40	26.5	13.7	62.5	0.6	1.3	0.3	26.9	-40.1
pair	MRmean	MACD	pos-pos	96	63.6	13.6	63.5	0.7	1.3	0.5	23.0	-29.9
pair	MACD	MRmean	pos-pos	96	63.6	13.6	63.5	0.7	1.3	0.5	23.0	-29.9
pair	SLmean	MACD	pos-neg	11	7.3	13.6	72.7	0.8	2.2	1.7	18.4	-7.9
pair	MACD	SLmean	pos-neg	11	7.3	13.6	72.7	0.8	2.2	1.7	18.4	-7.9
pair	MACD	LWTI	pos-pos	114	75.5	13.2	63.2	0.6	1.1	0.4	24.8	-35.6
pair	LWTI	MACD	pos-pos	114	75.5	13.2	63.2	0.6	1.1	0.4	24.8	-35.6
single	LWTI	LWTI	pos-pos	137	90.7	13.0	63.5	0.6	1.1	0.4	23.7	-35.6
pair	LWTI	RSmean	pos-pos	118	78.1	12.6	63.6	0.6	1.0	0.3	23.8	-44.1
pair	RSmean	LWTI	pos-pos	118	78.1	12.6	63.6	0.6	1.0	0.3	23.8	-44.1
pair	MRmean	RSI	pos-pos	102	67.5	12.6	63.7	0.6	1.3	0.4	22.5	-33.3
pair	RSI	MRmean	pos-pos	102	67.5	12.6	63.7	0.6	1.3	0.4	22.5	-33.3
pair	MRmean	RSmean	pos-pos	102	67.5	12.4	63.7	0.6	1.2	0.4	22.4	-34.5
pair	LWTI	RSI	pos-pos	113	74.8	12.4	62.8	0.6	1.2	0.3	23.3	-37.3
pair	RSI	LWTI	pos-pos	113	74.8	12.4	62.8	0.6	1.2	0.3	23.3	-37.3
pair	RSmean	MRmean	pos-pos	102	67.5	12.4	63.7	0.6	1.2	0.4	22.4	-34.5
pair	MACD	LWTI	neg-pos	23	15.2	12.1	65.2	0.7	1.3	0.9	18.4	-13.9
pair	LWTI	MACD	neg-pos	23	15.2	12.1	65.2	0.7	1.3	0.9	18.4	-13.9
pair	RSmean	RSI	pos-pos	111	73.5	11.9	62.2	0.6	1.2	0.3	23.3	-45.6
pair	RSI	RSmean	pos-pos	111	73.5	11.9	62.2	0.6	1.2	0.3	23.3	-45.6
single	MRmean	MRmean	pos-pos	105	69.5	11.8	63.8	0.6	1.2	0.4	22.4	-31.9
pair	RSmean	MACD	pos-neg	21	13.9	11.6	61.9	0.6	2.0	0.7	20.8	-16.2
pair	MACD	RSmean	pos-neg	21	13.9	11.6	61.9	0.6	2.0	0.7	20.8	-16.2
pair	RSI	LWTI	neg-neg	11	7.3	11.4	54.5	0.5	2.0	0.6	27.3	-20.4
pair	LWTI	RSI	neg-neg	11	7.3	11.4	54.5	0.5	2.0	0.6	27.3	-20.4
pair	RSIhist	MRmean	neg-pos	9	6.0	11.4	55.6	0.5	1.5	1.4	25.3	-8.0
pair	MRmean	RSIhist	neg-pos	9	6.0	11.4	55.6	0.5	1.5	1.4	25.3	-8.0
pair	SLmean	RSIhist	neg-neg	45	29.8	11.2	62.2	0.5	0.9	0.5	27.8	-21.5
pair	RSIhist	SLmean	neg-neg	45	29.8	11.2	62.2	0.5	0.9	0.5	27.8	-21.5
pair	MRmean	LWTI	pos-pos	100	66.2	11.1	64.0	0.6	1.1	0.4	21.9	-29.9
pair	LWTI	MRmean	pos-pos	100	66.2	11.1	64.0	0.6	1.1	0.4	21.9	-29.9
pair	MACD	RSIhist	neg-neg	17	11.3	11.0	58.8	0.6	1.3	0.9	20.9	-12.4
pair	RSIhist	MACD	neg-neg	17	11.3	11.0	58.8	0.6	1.3	0.9	20.9	-12.4
pair	RSIhist	MACDhist	pos-pos	57	37.7	10.7	61.4	0.6	1.1	0.5	21.5	-21.9
pair	MACDhist	RSIhist	pos-pos	57	37.7	10.7	61.4	0.6	1.1	0.5	21.5	-21.9
pair	SLmean	RSmean	neg-neg	17	11.3	10.7	58.8	0.5	1.2	0.8	25.6	-13.9
pair	RSmean	SLmean	neg-neg	17	11.3	10.7	58.8	0.5	1.2	0.8	25.6	-13.9
pair	SLmean	LWTI	neg-pos	47	31.1	10.6	61.7	0.5	0.8	0.4	28.3	-28.5
pair	LWTI	SLmean	neg-pos	47	31.1	10.6	61.7	0.5	0.8	0.4	28.3	-28.5
pair	MRmean	MACD	neg-neg	25	16.6	10.5	56.0	0.6	1.3	0.6	22.5	-17.2
pair	MACD	MRmean	neg-neg	25	16.6	10.5	56.0	0.6	1.3	0.6	22.5	-17.2
single	MACDhist	MACDhist	pos-pos	77	51.0	9.5	62.3	0.5	0.8	0.3	23.8	-34.5
pair	MACDhist	RSmean	pos-pos	77	51.0	9.5	62.3	0.5	0.8	0.3	23.8	-34.5
pair	MACDhist	MACD	pos-pos	77	51.0	9.5	62.3	0.5	0.8	0.3	23.8	-34.5
pair	MACD	MACDhist	pos-pos	77	51.0	9.5	62.3	0.5	0.8	0.3	23.8	-34.5
pair	RSmean	MACDhist	pos-pos	77	51.0	9.5	62.3	0.5	0.8	0.3	23.8	-34.5
pair	RSIhist	MACD	pos-pos	72	47.7	9.2	61.1	0.5	0.9	0.3	22.1	-31.8
pair	MACD	RSIhist	pos-pos	72	47.7	9.2	61.1	0.5	0.9	0.3	22.1	-31.8
pair	SLmean	RSI	neg-pos	25	16.6	9.2	60.0	0.4	1.2	0.4	30.0	-21.4
pair	RSI	SLmean	neg-pos	25	16.6	9.2	60.0	0.4	1.2	0.4	30.0	-21.4
single	SLmean	SLmean	neg-neg	54	35.8	8.9	59.3	0.4	0.8	0.3	28.2	-28.5
pair	SLmean	MACDhist	pos-neg	34	22.5	8.9	64.7	0.5	1.0	0.4	20.7	-22.9
pair	MACDhist	SLmean	pos-neg	34	22.5	8.9	64.7	0.5	1.0	0.4	20.7	-22.9
pair	SLmean	RSIhist	pos-pos	80	53.0	8.8	62.5	0.5	0.9	0.3	20.7	-28.2
pair	RSIhist	SLmean	pos-pos	80	53.0	8.8	62.5	0.5	0.9	0.3	20.7	-28.2
pair	SLmean	RSI	neg-neg	29	19.2	8.7	58.6	0.5	0.6	0.4	27.1	-21.5
pair	RSI	SLmean	neg-neg	29	19.2	8.7	58.6	0.5	0.6	0.4	27.1	-21.5
pair	RSI	RSIhist	pos-pos	78	51.7	8.3	61.5	0.5	0.9	0.2	21.5	-35.2
pair	RSIhist	RSI	pos-pos	78	51.7	8.3	61.5	0.5	0.9	0.2	21.5	-35.2
pair	SLmean	RSmean	neg-pos	37	24.5	8.1	59.5	0.4	0.7	0.3	29.6	-28.5
pair	RSmean	SLmean	neg-pos	37	24.5	8.1	59.5	0.4	0.7	0.3	29.6	-28.5
pair	RSmean	RSIhist	pos-pos	84	55.6	7.9	59.5	0.5	0.9	0.2	22.0	-34.4
pair	RSIhist	RSmean	pos-pos	84	55.6	7.9	59.5	0.5	0.9	0.2	22.0	-34.4
pair	MACD	RSI	neg-neg	28	18.5	7.9	57.1	0.5	1.1	0.5	22.0	-17.5
pair	RSI	MACD	neg-neg	28	18.5	7.9	57.1	0.5	1.1	0.5	22.0	-17.5
single	RSIhist	RSIhist	pos-pos	89	58.9	7.7	60.7	0.5	0.8	0.2	21.8	-31.8
pair	LWTI	MACDhist	neg-neg	13	8.6	7.7	53.8	0.4	1.6	0.4	25.7	-20.4
pair	MACDhist	LWTI	neg-neg	13	8.6	7.7	53.8	0.4	1.6	0.4	25.7	-20.4
pair	MRmean	RSIhist	pos-pos	80	53.0	7.2	61.2	0.4	0.8	0.2	21.5	-35.2
pair	RSIhist	MRmean	pos-pos	80	53.0	7.2	61.2	0.4	0.8	0.2	21.5	-35.2
pair	LWTI	MACDhist	pos-pos	76	50.3	6.8	61.8	0.4	0.6	0.2	22.9	-34.5
pair	MACDhist	LWTI	pos-pos	76	50.3	6.8	61.8	0.4	0.6	0.2	22.9	-34.5
pair	RSIhist	MACDhist	pos-neg	20	13.2	6.2	65.0	0.3	0.5	0.3	30.0	-24.3
pair	MACDhist	RSIhist	pos-neg	20	13.2	6.2	65.0	0.3	0.5	0.3	30.0	-24.3
single	MACD	MACD	neg-neg	34	22.5	6.0	58.8	0.4	0.9	0.3	20.7	-21.2
pair	MACD	MACDhist	neg-neg	34	22.5	6.0	58.8	0.4	0.9	0.3	20.7	-21.2
pair	MACDhist	MACD	neg-neg	34	22.5	6.0	58.8	0.4	0.9	0.3	20.7	-21.2
pair	LWTI	RSIhist	pos-pos	79	52.3	4.8	60.8	0.3	0.6	0.1	20.5	-31.8
pair	RSIhist	LWTI	pos-pos	79	52.3	4.8	60.8	0.3	0.6	0.1	20.5	-31.8
pair	RSmean	RSIhist	neg-pos	5	3.3	4.2	80.0	0.3	0.0	0.0	19.0	0.0
pair	RSIhist	RSmean	neg-pos	5	3.3	4.2	80.0	0.3	0.0	0.0	19.0	0.0
pair	MACDhist	MRmean	pos-neg	32	21.2	4.2	62.5	0.3	0.6	0.1	23.3	-38.2
pair	MRmean	MACDhist	pos-neg	32	21.2	4.2	62.5	0.3	0.6	0.1	23.3	-38.2
pair	RSIhist	RSI	neg-pos	11	7.3	3.2	54.5	0.2	0.8	0.2	24.6	-15.3
pair	RSI	RSIhist	neg-pos	11	7.3	3.2	54.5	0.2	0.8	0.2	24.6	-15.3
pair	MACD	SLmean	neg-neg	23	15.2	2.6	52.2	0.2	0.5	0.1	22.1	-17.2
pair	SLmean	MACD	neg-neg	23	15.2	2.6	52.2	0.2	0.5	0.1	22.1	-17.2
pair	MACDhist	RSIhist	neg-pos	32	21.2	2.5	59.4	0.2	0.5	0.1	22.6	-24.3
pair	RSIhist	MACDhist	neg-pos	32	21.2	2.5	59.4	0.2	0.5	0.1	22.6	-24.3
pair	LWTI	RSIhist	neg-neg	4	2.6	2.3	50.0	0.2	0.7	0.3	29.3	-8.0
pair	RSIhist	LWTI	neg-neg	4	2.6	2.3	50.0	0.2	0.7	0.3	29.3	-8.0
pair	RSIhist	MACD	neg-pos	17	11.3	1.2	58.8	0.2	0.4	0.1	21.0	-16.3
pair	MACD	RSIhist	neg-pos	17	11.3	1.2	58.8	0.2	0.4	0.1	21.0	-16.3
pair	RSmean	RSI	neg-neg	14	9.3	0.8	57.1	0.1	0.3	0.1	20.6	-13.9
pair	RSI	RSmean	neg-neg	14	9.3	0.8	57.1	0.1	0.3	0.1	20.6	-13.9
pair	SLmean	LWTI	neg-neg	7	4.6	-1.5	42.9	0.1	0.3	-0.1	29.1	-19.4
pair	LWTI	SLmean	neg-neg	7	4.6	-1.5	42.9	0.1	0.3	-0.1	29.1	-19.4
pair	RSIhist	SLmean	neg-pos	9	6.0	-2.0	44.4	0.1	0.3	-0.2	31.7	-11.6
pair	SLmean	RSIhist	neg-pos	9	6.0	-2.0	44.4	0.1	0.3	-0.2	31.7	-11.6
pair	RSI	MACD	neg-pos	6	4.0	-2.3	66.7	-0.1	-1.6	-0.5	14.0	-4.9
pair	MACD	RSI	neg-pos	6	4.0	-2.3	66.7	-0.1	-1.6	-0.5	14.0	-4.9
pair	MACD	RSmean	neg-neg	13	8.6	-2.4	53.8	-0.0	-0.0	-0.2	21.1	-13.9
pair	RSmean	MACD	neg-neg	13	8.6	-2.4	53.8	-0.0	-0.0	-0.2	21.1	-13.9
pair	MRmean	RSmean	pos-neg	3	2.0	-5.5	66.7	-0.1	0.0	-0.6	25.9	-8.9
pair	RSmean	MRmean	pos-neg	3	2.0	-5.5	66.7	-0.1	0.0	-0.6	25.9	-8.9
pair	MACD	MRmean	pos-neg	9	6.0	-5.5	66.7	-0.3	-0.7	-0.7	15.3	-7.9
pair	MRmean	MACD	pos-neg	9	6.0	-5.5	66.7	-0.3	-0.7	-0.7	15.3	-7.9
pair	LWTI	MACD	neg-neg	11	7.3	-5.6	45.5	-0.1	-0.4	-0.3	25.6	-20.4
pair	MACD	LWTI	neg-neg	11	7.3	-5.6	45.5	-0.1	-0.4	-0.3	25.6	-20.4
pair	RSI	MRmean	pos-neg	3	2.0	-11.7	66.7	-0.5	0.0	0.0	21.1	0.0
pair	MRmean	RSI	pos-neg	3	2.0	-11.7	66.7	-0.5	0.0	0.0	21.1	0.0
pair	SLmean	MRmean	pos-neg	13	8.6	-15.6	53.8	-0.5	-1.8	-0.5	26.2	-31.6
pair	MRmean	SLmean	pos-neg	13	8.6	-15.6	53.8	-0.5	-1.8	-0.5	26.2	-31.6
pair	MACDhist	SLmean	neg-pos	14	9.3	-31.0	50.0	-1.3	-1.6	-0.8	25.6	-37.5
pair	SLmean	MACDhist	neg-pos	14	9.3	-31.0	50.0	-1.3	-1.6	-0.8	25.6	-37.5
pair	MACDhist	MRmean	neg-pos	4	2.6	-57.2	25.0	-1.8	-2.3	-5.4	40.8	-10.5
pair	MRmean	MACDhist	neg-pos	4	2.6	-57.2	25.0	-1.8	-2.3	-5.4	40.8	-10.5
pair	RSI	MACDhist	neg-pos	1	0.7	-94.5	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.7	-94.5	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for AIRR

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 16.3% \| Win 65% Sharpe 0.81 \| Sortino 1.54 \| Calmar 0.7 Vol 22% \| MDD -24.3% Months 92M (61%)	CAGR -15.6% \| Win 54% Sharpe -0.53 \| Sortino -1.83 \| Calmar -0.5 Vol 26% \| MDD -31.6% Months 13M (9%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 26.1% \| Win 60% Sharpe 0.99 \| Sortino 2.81 \| Calmar 3.3 Vol 26% \| MDD -7.9% Months 5M (3%)	CAGR 18.1% \| Win 61% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.8 Vol 29% \| MDD -21.5% Months 41M (27%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
SLmean only	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.4% \| Win 64% Sharpe 0.63 \| Sortino 1.25 \| Calmar 0.4 Vol 22% \| MDD -34.5% Months 102M (68%)	CAGR -5.5% \| Win 67% Sharpe -0.13 \| Sortino 0.00 \| Calmar -0.6 Vol 26% \| MDD -8.9% Months 3M (2%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 18.7% \| Win 60% Sharpe 0.72 \| Sortino 1.18 \| Calmar 0.9 Vol 30% \| MDD -21.5% Months 30M (20%)	CAGR 19.5% \| Win 62% Sharpe 0.84 \| Sortino 1.89 \| Calmar 1.4 Vol 25% \| MDD -13.9% Months 16M (11%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
RSmean only	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 64% Sharpe 0.67 \| Sortino 1.31 \| Calmar 0.5 Vol 23% \| MDD -29.9% Months 96M (64%)	CAGR -5.5% \| Win 67% Sharpe -0.30 \| Sortino -0.71 \| Calmar -0.7 Vol 15% \| MDD -7.9% Months 9M (6%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 29.9% \| Win 67% Sharpe 0.94 \| Sortino 1.43 \| Calmar 1.4 Vol 34% \| MDD -21.5% Months 21M (14%)	CAGR 10.5% \| Win 56% Sharpe 0.55 \| Sortino 1.32 \| Calmar 0.6 Vol 22% \| MDD -17.2% Months 25M (17%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
MACD only	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 64% Sharpe 0.64 \| Sortino 1.26 \| Calmar 0.4 Vol 22% \| MDD -33.3% Months 102M (68%)	CAGR -11.7% \| Win 67% Sharpe -0.51 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 3M (2%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 23.2% \| Win 57% Sharpe 0.80 \| Sortino 2.02 \| Calmar 1.3 Vol 32% \| MDD -17.3% Months 14M (9%)	CAGR 17.1% \| Win 62% Sharpe 0.73 \| Sortino 1.03 \| Calmar 0.8 Vol 27% \| MDD -21.5% Months 32M (21%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
RSI only	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.3% \| Win 64% Sharpe 0.75 \| Sortino 1.49 \| Calmar 0.8 Vol 22% \| MDD -18.8% Months 73M (48%)	CAGR 4.2% \| Win 62% Sharpe 0.29 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -38.2% Months 32M (21%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR -57.2% \| Win 25% Sharpe -1.84 \| Sortino -2.33 \| Calmar -5.4 Vol 41% \| MDD -10.5% Months 4M (3%)	CAGR 31.1% \| Win 64% Sharpe 1.19 \| Sortino 2.71 \| Calmar 1.8 Vol 26% \| MDD -17.2% Months 42M (28%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
MACDhist only	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 61% Sharpe 0.43 \| Sortino 0.80 \| Calmar 0.2 Vol 22% \| MDD -35.2% Months 80M (53%)	CAGR 27.7% \| Win 72% Sharpe 1.11 \| Sortino 3.19 \| Calmar 1.4 Vol 25% \| MDD -20.2% Months 25M (17%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 11.4% \| Win 56% Sharpe 0.54 \| Sortino 1.48 \| Calmar 1.4 Vol 25% \| MDD -8.0% Months 9M (6%)	CAGR 20.9% \| Win 62% Sharpe 0.80 \| Sortino 1.30 \| Calmar 1.0 Vol 29% \| MDD -21.5% Months 37M (24%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
RSIhist only	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 11.1% \| Win 64% Sharpe 0.59 \| Sortino 1.12 \| Calmar 0.4 Vol 22% \| MDD -29.9% Months 100M (66%)	CAGR 26.0% \| Win 60% Sharpe 0.80 \| Sortino 3.81 \| Calmar 5.3 Vol 35% \| MDD -4.9% Months 5M (3%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 18.2% \| Win 62% Sharpe 0.73 \| Sortino 1.12 \| Calmar 0.8 Vol 28% \| MDD -21.5% Months 37M (24%)	CAGR 22.3% \| Win 56% Sharpe 0.84 \| Sortino 3.22 \| Calmar 1.6 Vol 28% \| MDD -13.5% Months 9M (6%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 16.0% \| Win 64% Sharpe 0.79 \| Sortino 1.55 \| Calmar 0.7 Vol 22% \| MDD -23.8% Months 95M (63%)	CAGR 61.0% \| Win 100% Sharpe 73.27 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)
SLmean neg	CAGR 8.1% \| Win 60% Sharpe 0.41 \| Sortino 0.74 \| Calmar 0.3 Vol 30% \| MDD -28.5% Months 37M (24%)	CAGR 10.7% \| Win 59% Sharpe 0.52 \| Sortino 1.19 \| Calmar 0.8 Vol 26% \| MDD -13.9% Months 17M (11%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)
RSmean only	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 17.2% \| Win 64% Sharpe 0.82 \| Sortino 1.59 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 86M (57%)	CAGR 13.6% \| Win 73% Sharpe 0.78 \| Sortino 2.25 \| Calmar 1.7 Vol 18% \| MDD -7.9% Months 11M (7%)	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)
SLmean neg	CAGR 13.9% \| Win 64% Sharpe 0.56 \| Sortino 1.03 \| Calmar 0.5 Vol 32% \| MDD -28.5% Months 31M (20%)	CAGR 2.6% \| Win 52% Sharpe 0.22 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -17.2% Months 23M (15%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)
MACD only	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 15.1% \| Win 64% Sharpe 0.75 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -27.9% Months 91M (60%)	CAGR 45.9% \| Win 83% Sharpe 1.90 \| Sortino 0.00 \| Calmar 5.8 Vol 21% \| MDD -7.9% Months 6M (4%)	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)
SLmean neg	CAGR 9.2% \| Win 60% Sharpe 0.43 \| Sortino 1.24 \| Calmar 0.4 Vol 30% \| MDD -21.4% Months 25M (17%)	CAGR 8.7% \| Win 59% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.4 Vol 27% \| MDD -21.5% Months 29M (19%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)
RSI only	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 21.3% \| Win 65% Sharpe 0.97 \| Sortino 1.93 \| Calmar 1.2 Vol 22% \| MDD -17.2% Months 63M (42%)	CAGR 8.9% \| Win 65% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.4 Vol 21% \| MDD -22.9% Months 34M (22%)	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)
SLmean neg	CAGR -31.0% \| Win 50% Sharpe -1.30 \| Sortino -1.60 \| Calmar -0.8 Vol 26% \| MDD -37.5% Months 14M (9%)	CAGR 27.8% \| Win 62% Sharpe 1.02 \| Sortino 2.45 \| Calmar 1.6 Vol 28% \| MDD -17.2% Months 40M (26%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)
MACDhist only	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 8.8% \| Win 62% Sharpe 0.51 \| Sortino 0.91 \| Calmar 0.3 Vol 21% \| MDD -28.2% Months 80M (53%)	CAGR 63.3% \| Win 76% Sharpe 2.11 \| Sortino 5.95 \| Calmar 5.8 Vol 25% \| MDD -10.8% Months 17M (11%)	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)
SLmean neg	CAGR -2.0% \| Win 44% Sharpe 0.07 \| Sortino 0.28 \| Calmar -0.2 Vol 32% \| MDD -11.6% Months 9M (6%)	CAGR 11.2% \| Win 62% Sharpe 0.52 \| Sortino 0.88 \| Calmar 0.5 Vol 28% \| MDD -21.5% Months 45M (30%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)
RSIhist only	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 14.3% \| Win 64% Sharpe 0.74 \| Sortino 1.37 \| Calmar 0.6 Vol 21% \| MDD -22.8% Months 90M (60%)	CAGR 55.0% \| Win 71% Sharpe 1.59 \| Sortino 6.60 \| Calmar 7.0 Vol 30% \| MDD -7.9% Months 7M (5%)	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)
SLmean neg	CAGR 10.6% \| Win 62% Sharpe 0.50 \| Sortino 0.85 \| Calmar 0.4 Vol 28% \| MDD -28.5% Months 47M (31%)	CAGR -1.5% \| Win 43% Sharpe 0.07 \| Sortino 0.28 \| Calmar -0.1 Vol 29% \| MDD -19.4% Months 7M (5%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 14.2% \| Win 63% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.4 Vol 25% \| MDD -38.1% Months 111M (74%)	CAGR 11.6% \| Win 62% Sharpe 0.63 \| Sortino 2.03 \| Calmar 0.7 Vol 21% \| MDD -16.2% Months 21M (14%)	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)
RSmean neg	CAGR 64.9% \| Win 83% Sharpe 1.86 \| Sortino 0.00 \| Calmar 7.3 Vol 29% \| MDD -8.9% Months 6M (4%)	CAGR -2.4% \| Win 54% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.2 Vol 21% \| MDD -13.9% Months 13M (9%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
MACD only	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 11.9% \| Win 62% Sharpe 0.60 \| Sortino 1.20 \| Calmar 0.3 Vol 23% \| MDD -45.6% Months 111M (74%)	CAGR 24.3% \| Win 67% Sharpe 0.90 \| Sortino 1.19 \| Calmar 1.1 Vol 29% \| MDD -21.5% Months 21M (14%)	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)
RSmean neg	CAGR 67.1% \| Win 80% Sharpe 1.73 \| Sortino 0.00 \| Calmar 7.5 Vol 33% \| MDD -8.9% Months 5M (3%)	CAGR 0.8% \| Win 57% Sharpe 0.14 \| Sortino 0.26 \| Calmar 0.1 Vol 21% \| MDD -13.9% Months 14M (9%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
RSI only	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 20.0% \| Win 64% Sharpe 0.85 \| Sortino 1.90 \| Calmar 0.8 Vol 25% \| MDD -25.5% Months 55M (36%)	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)
RSmean neg	-	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
MACDhist only	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 7.9% \| Win 60% Sharpe 0.45 \| Sortino 0.87 \| Calmar 0.2 Vol 22% \| MDD -34.4% Months 84M (56%)	CAGR 24.8% \| Win 69% Sharpe 0.94 \| Sortino 1.61 \| Calmar 1.2 Vol 28% \| MDD -21.5% Months 48M (32%)	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)
RSmean neg	CAGR 4.2% \| Win 80% Sharpe 0.29 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 5M (3%)	CAGR 19.4% \| Win 57% Sharpe 0.79 \| Sortino 1.92 \| Calmar 2.2 Vol 26% \| MDD -8.9% Months 14M (9%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
RSIhist only	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 12.6% \| Win 64% Sharpe 0.62 \| Sortino 1.03 \| Calmar 0.3 Vol 24% \| MDD -44.1% Months 118M (78%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)
RSmean neg	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)	-	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 14.8% \| Win 63% Sharpe 0.69 \| Sortino 1.41 \| Calmar 0.4 Vol 24% \| MDD -37.3% Months 110M (73%)	CAGR 44.3% \| Win 86% Sharpe 1.13 \| Sortino 0.00 \| Calmar 2.1 Vol 40% \| MDD -21.5% Months 7M (5%)	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)
MACD neg	CAGR -2.3% \| Win 67% Sharpe -0.10 \| Sortino -1.59 \| Calmar -0.5 Vol 14% \| MDD -4.9% Months 6M (4%)	CAGR 7.9% \| Win 57% Sharpe 0.45 \| Sortino 1.08 \| Calmar 0.5 Vol 22% \| MDD -17.5% Months 28M (18%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)
RSI only	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 30.7% \| Win 68% Sharpe 1.11 \| Sortino 2.35 \| Calmar 1.3 Vol 28% \| MDD -22.8% Months 40M (26%)	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)
MACD neg	-	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)
MACDhist only	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.2% \| Win 61% Sharpe 0.51 \| Sortino 0.93 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 72M (48%)	CAGR 28.7% \| Win 69% Sharpe 1.01 \| Sortino 1.78 \| Calmar 1.3 Vol 30% \| MDD -21.5% Months 45M (30%)	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)
MACD neg	CAGR 1.2% \| Win 59% Sharpe 0.16 \| Sortino 0.44 \| Calmar 0.1 Vol 21% \| MDD -16.3% Months 17M (11%)	CAGR 11.0% \| Win 59% Sharpe 0.60 \| Sortino 1.34 \| Calmar 0.9 Vol 21% \| MDD -12.4% Months 17M (11%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)
RSIhist only	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 13.2% \| Win 63% Sharpe 0.62 \| Sortino 1.07 \| Calmar 0.4 Vol 25% \| MDD -35.6% Months 114M (76%)	CAGR 232.1% \| Win 100% Sharpe 4.97 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 3M (2%)	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)
MACD neg	CAGR 12.1% \| Win 65% Sharpe 0.71 \| Sortino 1.30 \| Calmar 0.9 Vol 18% \| MDD -13.9% Months 23M (15%)	CAGR -5.6% \| Win 46% Sharpe -0.11 \| Sortino -0.43 \| Calmar -0.3 Vol 26% \| MDD -20.4% Months 11M (7%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 13.9% \| Win 63% Sharpe 0.70 \| Sortino 1.43 \| Calmar 0.6 Vol 22% \| MDD -22.5% Months 76M (50%)	CAGR 13.7% \| Win 62% Sharpe 0.61 \| Sortino 1.31 \| Calmar 0.3 Vol 27% \| MDD -40.1% Months 40M (26%)	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)
RSI neg	CAGR -94.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 25.0% \| Win 65% Sharpe 1.11 \| Sortino 2.70 \| Calmar 1.4 Vol 22% \| MDD -17.5% Months 34M (22%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)
MACDhist only	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 8.3% \| Win 62% Sharpe 0.48 \| Sortino 0.88 \| Calmar 0.2 Vol 22% \| MDD -35.2% Months 78M (52%)	CAGR 26.0% \| Win 66% Sharpe 0.97 \| Sortino 2.64 \| Calmar 1.5 Vol 28% \| MDD -17.3% Months 38M (25%)	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)
RSI neg	CAGR 3.2% \| Win 55% Sharpe 0.24 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -15.3% Months 11M (7%)	CAGR 19.8% \| Win 67% Sharpe 0.81 \| Sortino 1.00 \| Calmar 0.9 Vol 27% \| MDD -21.5% Months 24M (16%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)
RSIhist only	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 12.4% \| Win 63% Sharpe 0.62 \| Sortino 1.23 \| Calmar 0.3 Vol 23% \| MDD -37.3% Months 113M (75%)	CAGR 80.9% \| Win 67% Sharpe 1.63 \| Sortino 0.00 \| Calmar 0.0 Vol 40% \| MDD 0.0% Months 3M (2%)	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)
RSI neg	CAGR 15.7% \| Win 67% Sharpe 0.69 \| Sortino 0.77 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 24M (16%)	CAGR 11.4% \| Win 55% Sharpe 0.52 \| Sortino 2.05 \| Calmar 0.6 Vol 27% \| MDD -20.4% Months 11M (7%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 10.7% \| Win 61% Sharpe 0.58 \| Sortino 1.07 \| Calmar 0.5 Vol 22% \| MDD -21.9% Months 57M (38%)	CAGR 6.2% \| Win 65% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.3 Vol 30% \| MDD -24.3% Months 20M (13%)	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)
MACDhist neg	CAGR 2.5% \| Win 59% Sharpe 0.22 \| Sortino 0.46 \| Calmar 0.1 Vol 23% \| MDD -24.3% Months 32M (21%)	CAGR 32.8% \| Win 67% Sharpe 1.23 \| Sortino 2.73 \| Calmar 2.4 Vol 26% \| MDD -13.8% Months 42M (28%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)
RSIhist only	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.8% \| Win 62% Sharpe 0.40 \| Sortino 0.61 \| Calmar 0.2 Vol 23% \| MDD -34.5% Months 76M (50%)	CAGR 638.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)
MACDhist neg	CAGR 21.2% \| Win 66% Sharpe 0.90 \| Sortino 1.83 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 61M (40%)	CAGR 7.7% \| Win 54% Sharpe 0.41 \| Sortino 1.59 \| Calmar 0.4 Vol 26% \| MDD -20.4% Months 13M (9%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.8% \| Win 61% Sharpe 0.33 \| Sortino 0.56 \| Calmar 0.1 Vol 20% \| MDD -31.8% Months 79M (52%)	CAGR 33.3% \| Win 60% Sharpe 1.08 \| Sortino 4.63 \| Calmar 2.2 Vol 31% \| MDD -15.3% Months 10M (7%)	CAGR 7.7% \| Win 61% Sharpe 0.45 \| Sortino 0.84 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 89M (59%)
RSIhist neg	CAGR 25.2% \| Win 67% Sharpe 0.96 \| Sortino 1.66 \| Calmar 1.2 Vol 27% \| MDD -21.5% Months 58M (38%)	CAGR 2.3% \| Win 50% Sharpe 0.19 \| Sortino 0.69 \| Calmar 0.3 Vol 29% \| MDD -8.0% Months 4M (3%)	CAGR 23.6% \| Win 66% Sharpe 0.92 \| Sortino 1.65 \| Calmar 1.1 Vol 27% \| MDD -21.5% Months 62M (41%)
LWTI only	CAGR 13.0% \| Win 64% Sharpe 0.64 \| Sortino 1.09 \| Calmar 0.4 Vol 24% \| MDD -35.6% Months 137M (91%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (9%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 16.3% \| Win 65% Sharpe 0.81 \| Sortino 1.54 \| Calmar 0.7 Vol 22% \| MDD -24.3% Months 92M (61%)	CAGR -15.6% \| Win 54% Sharpe -0.53 \| Sortino -1.83 \| Calmar -0.5 Vol 26% \| MDD -31.6% Months 13M (9%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 26.1% \| Win 60% Sharpe 0.99 \| Sortino 2.81 \| Calmar 3.3 Vol 26% \| MDD -7.9% Months 5M (3%)	CAGR 18.1% \| Win 61% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.8 Vol 29% \| MDD -21.5% Months 41M (27%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
SLmean only	CAGR 16.8% \| Win 65% Sharpe 0.82 \| Sortino 1.61 \| Calmar 0.7 Vol 22% \| MDD -22.8% Months 97M (64%)	CAGR 8.9% \| Win 59% Sharpe 0.44 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -28.5% Months 54M (36%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 12.4% \| Win 64% Sharpe 0.63 \| Sortino 1.25 \| Calmar 0.4 Vol 22% \| MDD -34.5% Months 102M (68%)	CAGR -5.5% \| Win 67% Sharpe -0.13 \| Sortino 0.00 \| Calmar -0.6 Vol 26% \| MDD -8.9% Months 3M (2%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 18.7% \| Win 60% Sharpe 0.72 \| Sortino 1.18 \| Calmar 0.9 Vol 30% \| MDD -21.5% Months 30M (20%)	CAGR 19.5% \| Win 62% Sharpe 0.84 \| Sortino 1.89 \| Calmar 1.4 Vol 25% \| MDD -13.9% Months 16M (11%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
RSmean only	CAGR 13.8% \| Win 63% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.4 Vol 24% \| MDD -38.1% Months 132M (87%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 13.6% \| Win 64% Sharpe 0.67 \| Sortino 1.31 \| Calmar 0.5 Vol 23% \| MDD -29.9% Months 96M (64%)	CAGR -5.5% \| Win 67% Sharpe -0.30 \| Sortino -0.71 \| Calmar -0.7 Vol 15% \| MDD -7.9% Months 9M (6%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 29.9% \| Win 67% Sharpe 0.94 \| Sortino 1.43 \| Calmar 1.4 Vol 34% \| MDD -21.5% Months 21M (14%)	CAGR 10.5% \| Win 56% Sharpe 0.55 \| Sortino 1.32 \| Calmar 0.6 Vol 22% \| MDD -17.2% Months 25M (17%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
MACD only	CAGR 16.3% \| Win 64% Sharpe 0.73 \| Sortino 1.27 \| Calmar 0.5 Vol 25% \| MDD -31.1% Months 117M (78%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 12.6% \| Win 64% Sharpe 0.64 \| Sortino 1.26 \| Calmar 0.4 Vol 22% \| MDD -33.3% Months 102M (68%)	CAGR -11.7% \| Win 67% Sharpe -0.51 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 3M (2%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR 23.2% \| Win 57% Sharpe 0.80 \| Sortino 2.02 \| Calmar 1.3 Vol 32% \| MDD -17.3% Months 14M (9%)	CAGR 17.1% \| Win 62% Sharpe 0.73 \| Sortino 1.03 \| Calmar 0.8 Vol 27% \| MDD -21.5% Months 32M (21%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
RSI only	CAGR 13.8% \| Win 63% Sharpe 0.66 \| Sortino 1.36 \| Calmar 0.3 Vol 24% \| MDD -39.6% Months 116M (77%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (23%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 15.3% \| Win 64% Sharpe 0.75 \| Sortino 1.49 \| Calmar 0.8 Vol 22% \| MDD -18.8% Months 73M (48%)	CAGR 4.2% \| Win 62% Sharpe 0.29 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -38.2% Months 32M (21%)	CAGR 11.8% \| Win 64% Sharpe 0.61 \| Sortino 1.21 \| Calmar 0.4 Vol 22% \| MDD -31.9% Months 105M (70%)
MRmean neg	CAGR -57.2% \| Win 25% Sharpe -1.84 \| Sortino -2.33 \| Calmar -5.4 Vol 41% \| MDD -10.5% Months 4M (3%)	CAGR 31.1% \| Win 64% Sharpe 1.19 \| Sortino 2.71 \| Calmar 1.8 Vol 26% \| MDD -17.2% Months 42M (28%)	CAGR 19.0% \| Win 61% Sharpe 0.76 \| Sortino 1.30 \| Calmar 0.9 Vol 28% \| MDD -21.5% Months 46M (30%)
MACDhist only	CAGR 9.5% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.3 Vol 24% \| MDD -34.5% Months 77M (51%)	CAGR 18.7% \| Win 64% Sharpe 0.82 \| Sortino 1.83 \| Calmar 0.8 Vol 25% \| MDD -22.8% Months 74M (49%)